+20.1%
W vs FLNC
+53.3%
-33.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.1% | +2.3% |
| 7D | -4.2% | -4.9% | +0.7% | -3.6% |
| 30D | -7.6% | -27.3% | +19.7% | -3.8% |
| 3M | +37.2% | -61.9% | +99.0% | +52.0% |
| 6M | +26.3% | -34.5% | +60.8% | +29.4% |
| YTD | -1.0% | -47.7% | +46.7% | +4.3% |
| 1Y | +20.1% | +53.3% | -33.2% | +22.5% |
| All | +20.1% | +53.3% | -33.2% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FLNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling